When one learns to laugh at their neurosis, they are on the way to conquer it since a sense of humor can put them at a distance from their fear.
Book: Man's Search for Meaning
In the book, Viktor Frankl described a case in which a physician consulted him due to his fear of perspiring. He sweated a lot, and whenever he expected an outbreak of perspiration, his anticipatory anxiety precipitated excessive sweating even more.
To solve this problem, Viktor told him to deliberately show people how much he could sweat whenever he expected an outbreak of perspiration. During the week, he told himself, "I only sweated out a quart before, but now I'm going to pour at least ten quarts!" when he met anyone who might trigger his anticipatory anxiety. After a week, he miraculously freed himself permanently from the phobia he had suffered for more than four years.
The above process consists of a reversal of the patient's attitude. A paradoxical wish replaces his fear. According to Viktor, the procedure must utilize the human capacity for self-detachment, which is inherent in the sense of humor. The patient who used the paradoxical intention of fear to laugh at himself was then enabled to put himself at a distance from his own neurosis. We can also find this idea in Gordon W. Allport's book, The Individual and His Religion: "The neurotic who learns to laugh at himself may be on the way to self-management, perhaps to cure."